If you give the explicit points in the KPOINTS file in VASP for a band structure calculation, for example as required for hybrid functionals, the bands will only be calculated at the explicit $\mathbf{k}$-points you list. For example, if you have a cubic cell and want the path between $\Gamma$ at $(0,0,0)$ and X at $(0.5,0,0)$, then simply writing:
$$
0.0 \,\, 0.0 \,\, 0.0 \\
0.5 \,\, 0.0 \,\, 0.0
$$
in your KPOINTS file will calculate the bands at these two points, but not at the $\mathbf{k}$-points in between. To get more $\mathbf{k}$-points between these two points, you need to explicitly include them in your list. For example, to include five points when going from $\Gamma$ to X in the cubic cell you should write:
$$
0.0 \,\, 0.0 \,\, 0.0 \\
0.1 \,\, 0.0 \,\, 0.0 \\
0.2 \,\, 0.0 \,\, 0.0 \\
0.3 \,\, 0.0 \,\, 0.0 \\
0.4 \,\, 0.0 \,\, 0.0 \\
0.5 \,\, 0.0 \,\, 0.0
$$
This will calculate the bands at each of these points. For finer $\mathbf{k}$-point sampling, you simply need to increase the number of divisions between the path end-points.
If you are not using a hybrid functional, then you can use the "Line-mode" in the KPOINTS file where you only need to specify the end points of the path and VASP automatically calculates the bands at the extra points between the end points.